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More lenient parsing of OvernightIndices #1822

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merged 1 commit into from Oct 15, 2018

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jodastephen commented Oct 15, 2018

Handle USD-FEDFUNDS, USD-FED-FUNDS and USD-FEDFUND
Handle JPY-TONA
Fix floating rate check to match normalized name

More lenient parsing of OvernightIndices
Handle USD-FEDFUNDS, USD-FED-FUNDS and USD-FEDFUND
Handle JPY-TONA
Fix floating rate check to match normalized name

@andreiruse andreiruse merged commit 9883765 into master Oct 15, 2018

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security/snyk - modules/basics/pom.xml (OpenGamma) No new issues
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security/snyk - modules/calc/pom.xml (OpenGamma) No new issues
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security/snyk - modules/collect/pom.xml (OpenGamma) No new issues
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security/snyk - modules/data/pom.xml (OpenGamma) No new issues
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security/snyk - modules/loader/pom.xml (OpenGamma) No new issues
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security/snyk - modules/market/pom.xml (OpenGamma) No new issues
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security/snyk - modules/math/pom.xml (OpenGamma) No new issues
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security/snyk - modules/measure/pom.xml (OpenGamma) No new issues
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security/snyk - modules/pom.xml (OpenGamma) No new issues
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security/snyk - modules/pricer/pom.xml (OpenGamma) No new issues
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security/snyk - modules/report/pom.xml (OpenGamma) No new issues
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security/snyk - pom.xml (OpenGamma) No new issues
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@andreiruse andreiruse deleted the topic/on-name branch Oct 15, 2018

@jodastephen jodastephen added this to the v2.1 milestone Oct 24, 2018

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